JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 7 筆
第 157 頁
... Industrial policy and Korean industry portfolio 63 Kim , M.-J. and J.-S. Yoo , A Markov switching factor model of coincident and leading indicators 253 Kim , M.-J. and K.-H. Chang , Volatility and jump risk in Korean financial markets ...
... Industrial policy and Korean industry portfolio 63 Kim , M.-J. and J.-S. Yoo , A Markov switching factor model of coincident and leading indicators 253 Kim , M.-J. and K.-H. Chang , Volatility and jump risk in Korean financial markets ...
第 158 頁
... Industrial policy and small and medium enterprises in Japan : A case study on die and mold industry 185 Mirrlees , J.A. , Incentives and enterprise 99 Mitchell , D.W. , Single - peaked utility functions under risk 69 Moon , C.-G ...
... Industrial policy and small and medium enterprises in Japan : A case study on die and mold industry 185 Mirrlees , J.A. , Incentives and enterprise 99 Mitchell , D.W. , Single - peaked utility functions under risk 69 Moon , C.-G ...
第 276 頁
... Industrial and Trade Policies , " Oxford Economic Papers , 40 , 1988 , 246 ... Policy for Oligopolistic Indus- tries , " Economic Journal , 94 , 1984 , 1 ... Policy " : in Advances in Economic Theory : Fifth World Congress , edited by ...
... Industrial and Trade Policies , " Oxford Economic Papers , 40 , 1988 , 246 ... Policy for Oligopolistic Indus- tries , " Economic Journal , 94 , 1984 , 1 ... Policy " : in Advances in Economic Theory : Fifth World Congress , edited by ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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analysis asset risks assumed assumption Autoregressive Basel II BEEL cash flows coefficient cointegrated composition of equity computed consumption correlation cost currency composition currency hedge debt debt-asset ratio derivatives distribution dividend downturn LGD econometric Economic effect EIA experts empirical environmental accidents equation errors exchange rate expected firm's forecasting foreign financial assets futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response increase industry interest rate swaps investment Journal Korea lagged learning-by-doing linearity lobbying activity long-horizon LSTAR model nonlinear null hypothesis p-values parameters portfolio probability of default prospect theory real estate recovery rates regime regression relative Response of STOCK risk aversion risk exposures risk management sample second period SETAR significant spillover spot price standard deviation strategic swap users systematic risk Table Teräsvirta test statistics tion transition function transition variable utility function volatility